public ExecutionReport ConvertExecutionReport(QuickFix.FIX44.ExecutionReport report)
{
var executedTrade = new ExecutionReport
{
Instrument = ExchangeSymbolToLykkeInstrument(report.Symbol.Obj),
Time = report.IsSetTransactTime() ? report.TransactTime.Obj : DateTime.UtcNow,
Volume = report.CumQty.Obj,
Type = ConvertSide(report.Side),
ExchangeOrderId = report.OrderID.Obj,
ExecutionStatus = ConvertStatus(report.OrdStatus),
ClientOrderId = report.ClOrdID.Obj,
ExecType = ConvertExecType(report.ExecType),
OrderType = report.IsSetOrdType() ? ConvertOrderType(report.OrdType) : OrderType.Unknown,
Price = report.IsSetAvgPx() ? report.AvgPx.Obj : 0m,
FailureType = OrderStatusUpdateFailureType.None,
Success = !new[] { OrderExecutionStatus.Cancelled, OrderExecutionStatus.Rejected }.Contains(ConvertStatus(report.OrdStatus)),
Message = report.IsSetText() ? report.Text.Obj : string.Empty
};
return(executedTrade);
}
